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Title: 加權模糊時間數列分析與預測效率評估
Analysis and Efficiency Evaluation with Forecasting for Weighted Fuzzy Time Series
Authors: 吳佩容
Wu, Pei Jung
Contributors: 吳柏林
Wu, Berlin
Wu, Pei Jung
Keywords: 模糊時間數列分析
Date: 2011
Issue Date: 2012-10-30 11:27:58 (UTC+8)
Abstract: 近年來,預測技術的創新與改進愈來愈受到重視。對於預測效率評估的要求也愈來愈高。尤其在經濟建設、人口政策、經營規畫、管理控制等問題上,預測更是決策過程中不可或缺的重要資訊。目前有關模糊時間數列分析與預測效率評估並不多見。主要是模糊殘差值的測量相當困難。有鑑於此,本文提出以模糊距離來進行效率評估。並且從不同的角度來探討預測的準確度。實證研究顯示,藉由中心點與區間長度的整合測度,可以得到一個合理的評估結果。這對於財務金融的模糊數據分析與未來市場的走勢將深具意義。
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